MSCI Turkey Index
Index code | 979200 |
Inception date | May 21, 2020 |
Div Yld (%) | 3.70 |
P/E | 7.03 |
P/E Fwd | 4.92 |
P/BV | 1.33 |
Number of constituents | 18 |
Index Market Cap | $52.90 B |
Largest constituent Market Cap | $6.61 B |
Smallest constituent Market Cap | $787.93 M |
Average constituent Market Cap | $2.93 B |
Median constituent Market Cap | $2.68 B |
Index risk and return characteristics
Annualized std dev (%)2 | Sharpe ratio2,3 | Maximum drawdown | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Turnover(%)1 | 3 YR | 5 YR | 10 YR | 3 YR | 5 YR | 10 YR | % | Period YYYY-MM-DD | |
| MSCI Turkey Index | 6.80 | 33.57 | 35.10 | 33.42 | 0.73 | 0.32 | 0.09 | 83.98 | 2003-03-24 - 2000-04-28 |
| MSCI ACWI IMI | 2.23 | 16.70 | 17.69 | 14.97 | 0.34 | 0.62 | 0.58 | 58.28 | 2009-03-09 - 2007-10-31 |
Top 10 constituents
BIM BIRLESIK MAGAZALAR | 12.49% |
AKBANK | 10.63% |
TURK HAVA YOLLARI | 8.70% |
TUPRAS TURKIYE PETROL | 8.27% |
KOC HOLDING | 7.92% |
TURKIYE IS BANKASI C | 6.80% |
TURKCELL ILETISIM HIZMET | 6.37% |
YAPI VE KREDI BANKASI | 5.78% |
SABANCI HLDG (HACI OMER) | 5.65% |
ASELSAN ELEKTRONIK | 4.48% |
Sector weights
Country weights
ESG metrics
Summary
MSCI Turkey Index
MSCI ACWI IMI
MSCI Turkey Index | Score | Coverage |
|---|---|---|
ESG Score | 5.01 | 100.00% |
UN Global Compact Violations % (*) | 0.00% | 100.00% |
Red Flag ESG Controversies % (*) | 0.00% | 100.00% |
MSCI ACWI IMI | Score | Coverage |
|---|---|---|
ESG Score | 6.72 | 88.49% |
UN Global Compact Violations % (*) | 0.15% | 97.03% |
Red Flag ESG Controversies % (*) | 0.16% | 97.03% |
(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.
Data available as of Sept. 30, 2024. The information was updated as part of the regular monthly update cycle.
MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.
Consolidated environmental rating distribution
MSCI Turkey Index
MSCI ACWI IMI
MSCI Turkey Index | Score | Coverage |
|---|---|---|
Environmental Pillar Score | 4.63 | 100.00% |
Aggregated Climate VaR % | -54.89% | -- |
Policy Risk Climate VaR % | -48.27% | 100.00% |
Technology Opportunities Climate VaR % | 1.83% | 61.11% |
Physical Risk Climate VaR % | -8.44% | 100.00% |
Fossil Fuel-Based Sector Exposure (NACE) % | 14.98% | 100.00% |
Enterprise Carbon Intensity (t CO2e/$M EVIC) | 1114.39 | 100.00% |
Reported Emissions % | 72.78% | -- |
Estimated Emissions % | 27.22% | -- |
Wtd Avg Carbon Intensity (t CO2e/$M Sales) | 1136.38 | 100.00% |
High Climate Impact Sector Exposure % | 53.58% | 100.00% |
Fossil Fuel Reserves % (*) | 7.92% | 100.00% |
Green Revenue | 1.64 | 100.00% |
Green Capex % | 0.00% | 5.56% |
Green Bonds % (**) | -- | -- |
MSCI ACWI IMI | Score | Coverage |
|---|---|---|
Environmental Pillar Score | 5.90 | 88.49% |
Aggregated Climate VaR % | -20.29% | -- |
Policy Risk Climate VaR % | -12.90% | 95.68% |
Technology Opportunities Climate VaR % | 1.97% | 63.31% |
Physical Risk Climate VaR % | -9.35% | 80.58% |
Fossil Fuel-Based Sector Exposure (NACE) % | 7.36% | 100.00% |
Enterprise Carbon Intensity (t CO2e/$M EVIC) | 367.13 | 96.17% |
Reported Emissions % | 83.09% | -- |
Estimated Emissions % | 16.46% | -- |
Wtd Avg Carbon Intensity (t CO2e/$M Sales) | 845.72 | 96.11% |
High Climate Impact Sector Exposure % | 60.11% | 99.98% |
Fossil Fuel Reserves % (*) | 5.31% | 97.10% |
Green Revenue | 7.67 | 99.70% |
Green Capex % | 0.53% | 4.58% |
Green Bonds % (**) | -- | -- |
(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.
(**) The universe of self-labelled green bonds is sourced from Refinitiv and Climate Bonds Initiative. Bonds included in the MSCI Fixed Income Indexes that are not identified as selflabelled green bonds based on data from Refinitiv and Climate Bonds Initiative are deemed non-compliant with the green bond criteria as defined by the MSCI ESG Research Green Bond Assessment methodology. Such bonds are counted towards the Coverage %.
Data available as of Sept. 30, 2024. The information was updated as part of the regular monthly update cycle.
MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.
Consolidated social rating distribution
MSCI Turkey Index
MSCI ACWI IMI
MSCI Turkey Index | Score | Coverage |
|---|---|---|
Social Pillar Score | 5.65 | 100.00% |
Controversial Weapons % | 0.00% | 100.00% |
Tobacco Involvement - Highly Restrictive % | 0.00% | -- |
Tobacco Involvement - Moderately Restrictive % (*) | 0.00% | 100.00% |
Social Violations (Count) | 0.00 | 100.00% |
Social Violations (% of Constituents) | 0.00% | 100.00% |
Lack of Due Diligence Policy (ILO) % | 0.00% | 100.00% |
Gender Pay Gap | 8.92 | 44.44% |
Female:Male Board Diversity Ratio | 24.10 | 100.00% |
Total Recordable Injury Rate | 15.24 | 94.44% |
Bribery and Corruption Controversies (Sum) | 0.00 | 100.00% |
MSCI ACWI IMI | Score | Coverage |
|---|---|---|
Social Pillar Score | 5.05 | 88.49% |
Controversial Weapons % | 0.43% | 99.87% |
Tobacco Involvement - Highly Restrictive % | 0.71% | -- |
Tobacco Involvement - Moderately Restrictive % (*) | 0.53% | 99.87% |
Social Violations (Count) | 18.00 | 97.03% |
Social Violations (% of Constituents) | 0.20% | 97.03% |
Lack of Due Diligence Policy (ILO) % | 0.00% | 97.32% |
Gender Pay Gap | 14.41 | 63.30% |
Female:Male Board Diversity Ratio | 55.66 | 95.45% |
Total Recordable Injury Rate | 4.24 | 73.50% |
Bribery and Corruption Controversies (Sum) | 187.00 | 97.02% |
(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.
Data available as of Sept. 30, 2024. The information was updated as part of the regular monthly update cycle.
MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.
Consolidated governance rating distribution
MSCI Turkey Index
MSCI ACWI IMI
MSCI Turkey Index | Score | Coverage |
|---|---|---|
Governance Pillar Score | 3.47 | 100.00% |
Board Independence | 36.12 | 100.00% |
Board Gender Diversity | 18.15 | 100.00% |
MSCI ACWI IMI | Score | Coverage |
|---|---|---|
Governance Pillar Score | 5.70 | 88.49% |
Board Independence | 78.49 | 97.01% |
Board Gender Diversity | 33.80 | 97.01% |
Data available as of Sept. 30, 2024. The information was updated as part of the regular monthly update cycle.
MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.